
%% Markus Gesmann

%% Saved with string encoding Unicode (UTF-8) 

@manual{chainladder,
    title = {ChainLadder: Mack-, Bootstrap and Munich-chain-ladder methods for insurance claims reserving},
    author = {Markus Gesmann and Dan Murphy and Wayne Zhang},
    year = {2014},
    note = {R package version 0.1.9},
    Howpublished = {\url{http://code.google.com/p/chainladder/},}
  }

@incollection{gesmann2014claims,
  title={Claims Reserving and {IBNR}},
  author={Gesmann, Markus},
  booktitle={Computational Actuarial Science with R},
  pages={656--Page},
  year={2014},
  publisher={Chapman and Hall/CRC}
}

@manual{R,
	Address = {Vienna, Austria},
	Author = {{R Development Core Team}},
	Note = {{ISBN} 3-900051-07-0},
	Organization = {R Foundation for Statistical Computing},
	Title = {R: A Language and Environment for Statistical Computing},
	Url = {http://www.R-project.org},
	Year = 2012,
	Bdsk-Url-1 = {http://www.R-project.org}
}

@manual{RFAQ,
	Address = {Vienna, Austria},
	Author = {Kurt Hornik},
	Edition = {Version 1.8-26},
	Month = {10},
	Note = {ISBN 3-900051-01-1},
	Organization = {R Foundation for Statistical Computing},
	Title = {Frequently Asked Questions on R},
	Url = {http://www.ci.tuwien.ac.at/~hornik/R/},
	Year = {2012},
	Bdsk-Url-1 = {http://www.ci.tuwien.ac.at/~hornik/R/}
}

@manual{R-Intro,
	Address = {Vienna, Austria},
	Author = {W. N. Venables, D. M. Smith and the R Development Core Team},
	Edition = {Version 1.6.2},
	Month = {1},
	Note = {ISBN 3-901167-55-2},
	Organization = {R Foundation for Statistical Computing},
	Title = {An Introduction to R },
	Url = {http://www.R-project.org},
	Year = 2003,
	Bdsk-Url-1 = {http://www.R-project.org}
}


@Manual{Rdata,
  title = 	 {R Data Import/Export},
  author = 	 {R Development Core Team},
  organization = {R Foundation for Statistical Computing},
  year = 	 {2012},
  note = 	 {ISBN 3-900051-10-0},
  howpublished = {http://cran.r-project.org/doc/manuals/R-data.pdf}
}


@Manual{Radmin,
  title = 	 {R Installation and Administration},
  author = 	 {R Development Core Team},
  organization = {R Foundation for Statistical Computing},
  year = 	 {2012},
  note = 	 {ISBN 3-900051-09-7},
  howpublished = {http://cran.r-project.org/doc/manuals/R-admin.pdf}
}


@article{Mack1999,
	Author = {Thomas Mack},
	Journal = {Astin Bulletin},
	Number = {2},
	Pages = {361 -- 266},
	Title = {The Standard Error of Chain Ladder Reserve Estimates:   Recursive Calculation and Inclusion of a Tail Factor},
	Volume = {Vol. 29},
	Year = {1999}
}

@article{Mack1993,
	Author = {Thomas Mack},
	Journal = {Astin Bulletin},
	Pages = {213 -- 25},
	Title = {Distribution-free Calculation of the Standard Error of Chain Ladder   Reserve Estimates},
	Volume = {Vol. 23},
	Year = {1993}
}

@article{EnglandVerrall1999,
	Author = {Peter England and Richard Verrall},
	Journal = {Mathematics and Economics},
	Pages = {281 -- 293},
	Title = {Analytic and bootstrap estimates of prediction errors in claims reserving},
	Volume = {Vol. 25},
	Year = {1999}
}


@Misc{Schmidt2011,
  author = 	 {Klaus D. Schmidt},
  title = 	 {A Bibliography on Loss Reserving},
  howpublished = {\url{http://www.math.tu-dresden.de/sto/schmidt/dsvm/reserve.pdf}},
  year = 	 {2011},
  
}


@Article{Zhang2010a,
  author = 	 {Yanwei Zhang},
  title = 	 {A general multivariate chain ladder model},
  journal = 	 {Insurance: Mathematics and Economics},
  year = 	 {2010},
  volume = 	 {46},
  pages = 	 {588 -- 599},
}

@article{EnglandVerrall2002,
	Author = {P.D.England and R.J.Verrall},
	Date-Added = {2006-09-10 22:32:13 +0100},
	Date-Modified = {2006-09-10 22:32:13 +0100},
	Journal = {British Actuarial Journal},
	Pages = {443--544},
	Title = {Stochastic Claims Reserving in General Insurance},
	Volume = {8},
	Year = {2002}}

@manual{splus,
	Address = {Seattle, WA},
	Author = {Insightful Corporation},
	Title = {S-Plus 6 for Windows user's guide},
	Year = {2001}
}

@manual{rexcel,
	Address = {Vienna, Austria},
	Author = {Thomas Baier and Erich Neuwirth},
	Edition = {Version 3.2.2},
	Howpublished = {\url{http://www.statconn.com}},
	Organization = {statconn},
	Title = {RExcel and R(D)-COM server},
	Year = {2011}
}


@Article{IhakaGentelman1996,
  author = 	 {Ihaka, R. and Gentleman, R},
  title = 	 {R: a language for data analysis and graphics},
  journal = 	 {Journal of Computational and Graphical Statistics},
  year = 	 {1996},
  volume = 	 {5},
  pages = 	 {299 -- 314}
}


@book{Slang,
	Address = {New Jersey},
	Author = {R. A. Becker and J. M. Chambers},
	Month = {January},
	Organization = {Bell Laboratories Computer Information Service},
	Publisher = {Murray Hill},
	Title = {S: A Language and System for Data Analysis},
	Year = {1981}
}

@misc{DeSilva2006,
	Author = {De Silva, Nigel},
	Edition = {Version 0.1},
	Howpublished = {\url{http://toolkit.pbwiki.com/RToolkit}},
	Organization = {Actuarial Toolkit Working Party},
	Title = {An Introduction to R: Examples for Actuaries},
	Year = {2006}
}

@manual{simpleR,
	Author = {John Verzani },
	Edition = {Version 0.4},
	Note = {\url{http://wiener.math.csi.cuny.edu/Statistics/R/simpleR/}},
	Title = {simpleR -- Using R for Introductory Statistics},
	Year = {2002}
}


@Booklet{Quarg2004,
  title = 	 {Munich Chain Ladder},
  key = 	 {Munich Chain Ladder},
  author = 	 {Gerhard Quarg and Thomas Mack},
  address = 	 {Munich Re Group},
  year = 	 {2004}
}

@string{AB = {ASTIN Bulletin}}
@string{IME = {Insurance: Mathematics and Economics}}
@string{MVSVM = {Bulletin of the Swiss Association of Actuaries}}
@string{NAAJ = {North American Actuarial Journal}}


@Article{AsmussenRolski1991,
  author = 	 {Asmussen, S. and Rolski, T.},
  title = 	 {Computational methods in risk theory: a
                  matrix-algorithmic approach},
  journal = 	 IME,
  year = 	 1991,
  volume = 	 10,
  pages = 	 {259-274},
  language =	 {english}
}

@Article{BuhlmannJewell1987,
  author =	 {B\"{u}hlmann, H. and Jewell, W. S.},
  title =	 {Hierarchical credibility revisited},
  year =	 1987,
  journal =	 MVSVM,
  volume =	 87,
  pages =	 {35-54},
  language =	 {english}
}

@Article{BuhlmannStraub1970,
  author =	 {B\"{u}hlmann, H. and Straub, E.},
  title =	 {Glaubgw\"{u}rdigkeit f\"{u}r {S}chadens\"{a}tze},
  year =	 1970,
  journal =	 MVSVM,
  volume =	 70,
  pages =	 {111-133}
}

@InCollection{Kaas2004,
  author = 	 {Kaas, R.},
  title = 	 {Beekman's convolution formula},
  booktitle = 	 {Encyclopedia of actuarial science},
  publisher = 	 {Wiley},
  year = 	 2004,
  editor =	 {J. L. Teugels and B. Sundt},
  volume =	 1,
  ISBN =	 {0-4708467-6-3},
  language =	 {english}
}

@Article{Beekman1968,
  author = 	 {Beekman, J. A.},
  title = 	 {Collective risk results},
  journal = 	 {Transactions of the Society of Actuaries},
  year = 	 1968,
  volume = 	 20,
  pages = 	 {182-199},
  language =	 {english}
}

@Article{BuhlmannGisler1997,
  author = 	 {B\"{u}hlmann, H. and Gisler, A.},
  title = 	 {Credibility in the regression case revisited},
  journal = 	 AB,
  year = 	 1997,
  volume = 	 27,
  pages = 	 {83-98},
  language =	 {english}
}

@Article{Buhlmann1969,
  author =	 {B\"{u}hlmann, H.},
  title =	 {Experience rating and credibility},
  year =	 1969,
  journal =	 AB,
  volume =	 5,
  pages =	 {157-165},
  language =	 {english}
}

@Book{BuhlmannGisler2005,
  author =	 {B\"{u}hlmann, H. and Gisler, A.},
  title = 	 {A course in credibility theory and its applications},
  publisher = 	 {Springer},
  year = 	 2005,
  isbn =	 {3-5402575-3-5},
  language =	 {english}
}


@Manual{Clark2003,
  title = 	 {{LDF} Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach},
  author = 	 {Clark, David R.},
  organization = {Casualty Actuarial Society},
  Howpublished = {\url{http://www.casact.org/pubs/forum/03fforum/03ff041.pdf}}, 
  year = 	 {2003},
  note = 	 {CAS Fall Forum},
}

@Article{Centeno2002,
  author = 	 {Centeno, M. {d.} L.},
  title = 	 {Measuring the effects of reinsurance by the
                  adjustment coefficient in the Sparre-Anderson model},
  journal = 	 IME,
  year = 	 2002,
  volume = 	 30,
  pages = 	 {37-49}
}

@Book{DaykinPentikaninenPesonen1994,
  author =	 {Daykin, C.D. and Pentik\"{a}inen, T. and Pesonen, M.},
  title =	 {Practical Risk Theory for Actuaries},
  publisher =	 {Chapman \& Hall},
  year =	 1994,
  address =	 {London},
  isbn =	 {0-4124285-0-4},
  language =	 {english}
}

@Book{DenuitCharpentier2004,
  author =	 {Denuit, M. and Charpentier, A.},
  title = 	 {Math\'ematiques de l'assurance non-vie},
  publisher = 	 {Economica},
  year = 	 2004,
  volume =	 {1, Principes fondamentaux de th\'eorie du risque},
  address =	 {Paris},
  isbn =	 {2-7178485-4-1},
  language =	 {francais}
}

@Book{Gerber1979,
  author =	 {Gerber, H. U.},
  title =	 {An Introduction to Mathematical Risk Theory},
  publisher =	 {Huebner Foundation},
  year =	 1979,
  address =	 {Philadelphia},
  language =	 {english}
}

@Article{GouletPigeon2008,
  author = 	 {Goulet, V. and Pigeon, M.},
  title = 	 {Statistical Modeling of Loss Distributions Using
                  \pkg{actuar}},
  journal = 	 {R News},
  year = 	 2008,
  volume = 	 8,
  number = 	 1,
  pages = 	 {34-40},
  month = 	 {May},
  Howpublished = {\url{http://cran.r-project.org/doc/Rnews/Rnews_2008-1.pdf}},
  language =	 {english}
}

@Article{GouletPouliot2008,
  author = 	 {Goulet, V. and Pouliot, L.-P.},
  title = 	 {Simulation of Compound Hierarchical Models in {R}},
  journal = 	 NAAJ,
  year = 	 2008,
  note = 	 {To appear},
  language =	 {english}
}

@Article{Goulet1998,
  author =	 {Goulet, V.},
  title =	 {Principles and application of credibility theory},
  year =	 1998,
  journal =	 {Journal of Actuarial Practice},
  volume =	 6,
  pages =	 {5-62},
  language =	 {english}
}

@Article{ForguesGoulet2006,
  author = 	 {Forgues, A. and Goulet, V. and Lu, J.},
  title = 	 {Credibility for severity revisited},
  journal = 	 NAAJ,
  year = 	 2006,
  volume =	 10,
  number =	 1,
  pages = 	 {49-62},
  language =	 {english}
}

@InProceedings{Hachemeister1975,
  author =	 {Hachemeister, C. A.},
  title =	 {Credibility for Regression Models with Application
                  to Trend},
  year =	 1975,
  booktitle =	 {Credibility, theory and applications},
  series =	 {Proceedings of the berkeley Actuarial Research
                  Conference on Credibility},
  pages =	 {129-163},
  publisher =	 {Academic Press},
  address =	 {New York},
  language =	 {english}
}

@Book{HoggKlugman1984,
  author =	 {Hogg, R. V. and Klugman, S. A.},
  title =	 {Loss Distributions},
  publisher =	 {Wiley},
  year =	 1984,
  address =	 {New York},
  isbn =	 {0-4718792-9-0},
  language =	 {english}
}

@Article{Jewell1975,
  author =	 {Jewell, W. S.},
  title =	 {The use of collateral data in credibility theory: a
                  hierarchical model},
  year =	 1975,
  journal =	 {Giornale dell'Istituto Italiano degli Attuari},
  volume =	 38,
  pages =	 {1-16},
  language =	 {english}
}

@Book{GoovaertsHoogstad1987,
  author =	 {Goovaerts, M. J. and Hoogstad, W. J.},
  title =	 {Credibility theory},
  series =	 {Surveys of actuarial studies},
  number =	 4,
  year =	 1987,
  publisher =	 {Nationale-Nederlanden N.V.},
  address =	 {Netherlands},
  language =	 {english}
}

@Book{KlugmanPanjerWillmot1998,
  author =	 {Klugman, S. A. and Panjer, H. H. and Willmot, G.},
  title = 	 {Loss Models: From Data to Decisions},
  publisher = 	 {Wiley},
  year = 	 1998,
  address =	 {New York},
  isbn =         {0-4712388-4-8},
  language =	 {english}
}

@Book{KlugmanPanjerWillmot2004,
  author =	 {Klugman, S. A. and Panjer, H. H. and Willmot, G.},
  title = 	 {Loss Models: From Data to Decisions},
  edition =      {Second},
  publisher = 	 {Wiley},
  year = 	 2004,
  address =	 {New York},
  isbn =         {0-4712157-7-5},
  language =	 {english}
}

@Book{KaassGoovaertsDhaeneDenuit2001,
  author =	 {Kaas, R. and Goovaerts, M. and Dhaene, J. and Denuit, M.},
  title = 	 {Modern actuarial risk theory},
  publisher = 	 {Kluwer {A}cademic {P}ublishers},
  year = 	 2001,
  address =	 {Dordrecht},
  isbn =	 {0-7923763-6-6},
  language =	 {english}
}

@Book{VenablesRipley2002,
  author =	 {Venables, W. N. and Ripley, B. D.},
  title =	 {Modern applied statistics with {S}},
  publisher =	 {Springer},
  year =	 2002,
  edition =	 4,
  address =	 {New York},
  isbn =	 {0-3879545-7-0},
  language =	 {english}
}

@Manual{Matrix,
  title = {Matrix: A Matrix package for \proglang{R}},
  author = {Bates, D. and Maechler, M.},
  year = 2011,
  note = {\proglang{R} package version 1.0-2},
  Howpublished = {\url{http://cran.r-project.org/package=Matrix}},
}

@Book{Neuts1981,
  author = 	 {Neuts, M. F.},
  title = 	 {Matrix-geometric solutions in stochastic models: an
                  algorithmic approach},
  publisher = 	 {Dover Publications},
  year = 	 1981,
  isbn = 	 {978-0-4866834-2-3},
  language =	 {english}
}

@Unpublished{Ohlsson2005,
  author = 	 {Ohlsson, E.},
  title = 	 {Simplified estimation of structure parameters in
                  hierarchical credibility},
  year = 	 2005,
  note = 	 {Presented at the Zurich ASTIN Colloquium},
  Howpublished = {\url{http://www.actuaries.org/ASTIN/Colloquia/Zurich/Ohlsson.pdf}},
  language =	 {english}
}

@Article{Panjer1981,
  author = 	 {Panjer, H. H.},
  title = 	 {Recursive evaluation of a family of compound distributions},
  journal = 	 AB,
  year = 	 1981,
  volume = 	 12,
  pages = 	 {22-26},
  language =	 {english}
}

@Article{Scollnik2001,
  author = 	 {Scollnik, D. P. M.},
  title = 	 {Actuarial Modeling with {MCMC} and {BUGS}},
  journal = 	 {North American Actuarial Journal},
  year = 	 2001,
  volume = 	 5,
  number = 	 2,
  pages = 	 {96-124},
  language =	 {english}
}


@misc{Michaels2002,
  title = 	 {{APH}: how the love carnal and silicone implants nearly destroyed {L}loyd's (slides)},
  author = 	 {Darren Michaels},
  address = 	 {Institute of Actuaries},
  month = 	 {December},
  year = 	 {2002},
  note = 	 {Presented at the Younger Members' Convention},
  Howpublished = {\href{http://www.actuaries.org.uk/research-and-resources/documents/aph-how-love-carnal-and-silicone-implants-nearly-destroyed-lloyds-s}{\texttt{http://www.actuaries.org.uk/research-and-resources/documents/aph-how-love-carnal-and-silicone-implants-nearly-destroyed-lloyds-s}}}
}


@Article{BaierNeuwirth2007,
  author = 	 {Thomas Baier and Erich Neuwirth},
  title = 	 { Excel :: COM :: R},
  journal = 	 {Computational Statistics},
  year = 	 {2007},
  volume = 	 {22},
  number = 	 {1},
  month = 	 {April},
  note = 	 {Physica Verlag},
}

@misc{Gravelsons2009,
  title = 	 {B12: UK Asbestos Working Party update 2009},
  author = 	 {Brian Gravelsons and Matthew Ball and Dan Beard and Robert Brooks and Naomi Couchman and Brian Gravelsons and Charlie Kefford and Darren Michaels and Patrick Nolan and Gregory Overton and Stephen Robertson-Dunn and Emiliano Ruffini and Graham Sandhouse and Jerome Schilling and Dan Sykes and Peter Taylor and Andy Whiting and Matthew Wilde and John Wilson},
  month = 	 {October},
  year = 	 {2009},
  note = 	 {Presented at the General Insurance Convention},
  Howpublished = {\url{http://www.actuaries.org.uk/research-and-resources/documents/b12-uk-asbestos-working-party-update-2009-5mb}}
}

@misc{MaynardDeSilvaHollowayGesmannLauHarnett2006,
  title = 	 {An actuarial toolkit. Introducing {T}he {T}oolkit {M}anifesto},
  author = 	 {Trevor Maynard and Nigel De Silva and Richard Holloway and Markus Gesmann and Sie Lau and John Harnett},
  year = 	 {2006},
  note = 	 {General Insurance Convention},
  Howpublished = {\url{http://www.actuaries.org.uk/sites/all/files/documents/pdf/actuarial-toolkit.pdf}}
}

@Manual{SuppDists,
  title = {SuppDists: Supplementary distributions},
  author = {Wheeler, B.},
  year = 2009,
  note = {\proglang{R} package version 1.1-8},
  Howpublished = {\url{http://cran.r-project.org/package=SuppDists}}
}

@Article{DutangGouletPigeon2008,
  author = 	 {Dutang, C and Goulet, V. and Pigeon, M.},
  title = 	 {actuar: An {R} Package for Actuarial Science},
  journal = 	 {Journal of Statistical Software},
  year = 	 2008,
  volume = 	 25,
  number = 	 7,
  url = 	 {http://www.actuar-project.org},
  language = 	 {english}
}

@Article{GouletOuellet2008,
  author = 	 {Goulet, V. and Ouellet, T.},
  title = 	 {On parameter estimation in hierarchical credibility},
  journal = 	 AB,
  year = 	 2008,
  note = 	 {Submitted for publication},
  language =	 {english}
}



@Manual{LawsSchmid2011,
    title = {lossDev: Robust Loss Development Using MCMC},
    author = {Christopher W. Laws and Frank A. Schmid},
    year = {2011},
    note = {R package version 3.0.0-1},
    Howpublished = {\url{http://CRAN.R-project.org/package=lossDev}},
  }

@Article{Christofides1997,
  author = {Stavros Christofides},
  title = {Regression models based on log-incremental payments},
  journal = {Claims Reserving Manual},
  volume = {Volume 2 D5},
  month = {September},
  year = {1997}
}

@Manual{Murphy2011,
    title = {mondate: Keep track of dates in terms of months},
    author = {Daniel Murphy},
    year = {2011},
    note = {R package version 0.9.8.24},
    Howpublished = {\url{http://CRAN.R-project.org/package=mondate}},
  }

 @Manual{Delignette-MullerPouillotDenisDutang2011,
    title = {fitdistrplus: help to fit of a parametric distribution to non-censored or censored data },
    author = {Marie Laure Delignette-Muller and Regis Pouillot and Jean-Baptiste Denis and Christophe Dutang},
    year = {2010},
    note = {R package version 0.1-3},
  }

%%% ChainLadder cited by others

@manual{Escoto2011,
	Author = {Benedict Escoto},
	Date-Added = {2011-11-12 20:23:10 +0000},
	Date-Modified = {2011-11-12 20:24:15 +0000},
	Edition = {0.5-1},
	Month = {January},
	Title = {favir: Formatted Actuarial Vignettes in R},
	Howpublished = {\url{http://cran.r-project.org/web/packages/favir/index.html}},
	Year = 2011,
	Bdsk-Url-1 = {http://cran.r-project.org/web/packages/favir/index.html}
}

@manual{Zhang2010b,	
        Author = {Yanwei Zhang},
	Date-Added = {2011-11-12 20:15:52 +0000},
	Date-Modified = {2011-11-12 20:30:06 +0000},
	Keywords = {Chain ladder; multivariate; seemingly unrelated regression},
	Organization = {CNA {I}nsurance {C}ompany},
	Title = {A General Multivariate Chain Ladder Model},
	Howpublished = {\url{http://www.actuaryzhang.com/publication/generalChainLadder.pdf}},
	Year = {2010},
	Bdsk-Url-1 = {http://www.actuaryzhang.com/publication/generalChainLadder.pdf}}

@manual{Orr2007,
	Author = {James Orr},
	Date-Added = {2011-11-12 20:13:34 +0000},
	Date-Modified = {2011-11-12 20:30:24 +0000},
	Edition = {{C}olloqiua {O}rlando},
	Keywords = {Insurance claims reserving, claims number model, multi-state model, Markov Chain, Bayesian},
	Organization = {ASTIN},
	Title = {A Simple Multi-State Reserving Model},
	Howpublished = {\url{http://www.actuaries.org/ASTIN/Colloquia/Orlando/Papers/Orr.pdf}},
	Year = {2007},
	Bdsk-Url-1 = {http://www.actuaries.org/ASTIN/Colloquia/Orlando/Papers/Orr.pdf}}

@manual{Spedicato2011,
	Author = {Giorgio Alfredo Spedicato},
	Date-Added = {2011-11-12 20:02:03 +0000},
	Date-Modified = {2011-11-12 20:04:14 +0000},
	Edition = {0.0.4},
	Month = {November},
	Organization = {StatisticalAdvisor Inc},
	Title = {Introduction to lifecontingencies Package},
	Howpublished = {\url{http://cran.r-project.org/web/packages/lifecontingencies/}},
	Year = {2011},
	Bdsk-Url-1 = {http://cran.r-project.org/web/packages/lifecontingencies/}}

@manual{MariaDoloresMartinezMiranda2010,
	Author = {Maria Dolores Martinez Miranda and Bent Nielsen and Jens Perch Nielsen and Richard Verrall},
	Date-Added = {2011-11-12 19:59:06 +0000},
	Date-Modified = {2011-11-12 20:01:22 +0000},
	Month = {September},
	Organization = {CASS},
	Title = {Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers},
	Howpublished = {\url{http://www.cassknowledge.com/sites/default/files/article-attachments/514~~cash_flow_simulation.pdf.pdf}},
	Year = {2010},
	Bdsk-Url-1 = {http://www.cassknowledge.com/sites/default/files/article-attachments/514~~cash_flow_simulation.pdf.pdf}}

@manual{MariaDoloresMartinezMiranda2011,
	Author = {Maria Dolores Martinez Miranda and Jens Perch Nielsen and Richard Verrall},
	Date-Added = {2011-11-12 19:54:45 +0000},
	Date-Modified = {2011-11-12 20:30:59 +0000},
	Edition = {{C}olloqiua {M}adrid},
	Keywords = {Bootstrapping; Chain Ladder; Claims Reserves; Reserve Risk},
	Organization = {ASTIN},
	Title = {Double Chain Ladder},
	Howpublished = {\url{http://www.actuaries.org/ASTIN/Colloquia/Madrid/Papers/Miranda_Nielsen_Verrall_1.pdf}},
	Year = {2010},
	Bdsk-Url-1 = {http://www.actuaries.org/ASTIN/Colloquia/Madrid/Papers/Miranda_Nielsen_Verrall_1.pdf}}

@manual{Nichols2009,
	Annote = {Brian Gray Memorial Scholarship Report },
	Author = {Luke Nichols},
	Date-Added = {2011-11-12 19:46:24 +0000},
	Date-Modified = {2011-11-12 19:55:07 +0000},
	Keywords = {APRA},
	Month = {December},
	Organization = {Australian Prudential Regulation Authority (APRA)},
	Title = {Multimodel Inference for Reserving},
	Howpublished = {\url{http://www.apra.gov.au/AboutAPRA/WorkingAtAPRA/Documents/Luke-Nichols_Multimodel-Inference-for-Reserving.pdf}},
	Urldate = {2011/11/12},
	Year = {2009},
	Bdsk-Url-1 = {http://www.apra.gov.au/AboutAPRA/WorkingAtAPRA/Documents/Luke-Nichols_Multimodel-Inference-for-Reserving.pdf}
}


@Misc{Schirmacher2010,
  author = 	 {Ernesto Schirmacher},
  title = 	 {Reserve Variability Calculations, Chain Ladder, {R}, and {E}xcel},
  howpublished = {\url{http://www.casact.org/affiliates/cane/0910/schirmacher.pdf}},
  year = 	 {2010},
  month =        {September},
  note = 	 {Presentation at the Casualty Actuaries of {N}ew {E}ngland (CANE) meeting},
}

@Article{Mack_Benktander2000,
  author = 	 {Thomas Mack},
  title = 	 {Credible Claims Reserve: The Benktander Method},
  journal = 	 {ASTIN Bulletin},
  year = 	 {2000},
  volume = 	 {30},
  number = 	 {2},
  pages = 	 {333--347}
}

@Article{Mack_distributionfree1993,
  author = 	 {Thomas Mack},
  title = 	 {Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates},
  journal = 	 {ASTIN Bulletin},
  year = 	 {1993},
  volume = 	 {23},
  pages = 	 {213--225}
}

@Article{Benktander1976,
  author = 	 {Gunnar Benktander},
  title = 	 {An Approach to Credibility in Calculation IBNR for Casualty Excess Reinsurance},
  journal = 	 {The Actuarial Review},
  year = 	 {1976},
  pages = 	 {7},
  month = 	 {April}
}


@Article{BornhuetterFerguson,
  author = 	 {Bornhuetter,R.L. and Ferguson, R.E.},
  title = 	 {The Acutary and IBNR},
  journal = 	 {Proceedings of the Casualty Actuarial Society},
  pages = 	 {181--195},
  year = 	 {1972},
  volume = 	 {LIX},
}


@Article{Mack_Tail1999,
  author = 	 {Thomas Mack},
  title = 	 {The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor},
  journal = 	 {ASTIN Bulletin},
  year = 	 {1999},
  volume = 	 {29},
  number = 	 {2},
  pages = 	 {361--366}
}

@Article{Mack_WhichStochastik,
  author = 	 {Thomas Mack},
  title = 	 {Which Stochastik Model is Underlying the Chain Ladder Method?},
  journal = 	 {Insurance Mathematics and Economics},
  year = 	 {1994},
  volume = 	 {15},
  number = 	 {2/3},
  pages = 	 {133--138}
}


@Article{ZehnwirthBarnettProceedings,
  author =       {Ben Zehnwirth and Glen Barnett},
  title = 	 {Best Estimates for Reserves},
  year = 	 {2000},
  journal =    {Proceedings of the CAS},
  volume = 	 {LXXXVII},
  number = 	 {167},
  month = 	 {November}

}

@Article{DanielMurphy1994,
  author = 	 {Daniel Murphy},
  title = 	 {Unbiased Loss Development Factors},
  journal = 	 {PCAS},
  year = 	 {1994},
  volume = 	 {81},
  pages = 	 {154 -- 222},
}


@ARTICLE{Zhang:2012,
    AUTHOR = {Yanwei Zhang},
    TITLE = {Likelihood-based and Bayesian Methods for Tweedie Compound Poisson Linear Mixed Models},
    JOURNAL = {Statistics and Computing},
    NOTE = {forthcoming},
    YEAR = 2012
    }

@ARTICLE{Prohl;Schmidt:2005,
    AUTHOR = {Carsten Pr\"{o}hl and Klaus D. Schmidt},
    TITLE = {Multivariate chain-ladder},
    JOURNAL = {Dresdner Schriften zur Versicherungsmathematik},
    YEAR = 2005
    } 

@ARTICLE{Merz;Wuthrich:2008,
    AUTHOR = {Michael Merz and Mario V. W\"{u}thrich},
    TITLE = {Prediction error of the multivariate chain ladder reserving method},
    JOURNAL = {North American Actuarial Journal},
    YEAR = 2008,
  volume = 	 {12},
  pages = 	 {175--197},
    } 

@ARTICLE{Buchwalder:2006,
    AUTHOR = {Buchwalder, M. and B\"{u}hlmann, H. and Merz, M. and  W\"{u}thrich, M.V},
    TITLE = {The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited)},
    JOURNAL = {North American Actuarial Journal},
    YEAR = 2006,
  volume = 	 {36},
  pages = 	 {521--542},
    } 

@ARTICLE{Zhang;Vanja;Guszcza:2012,
    AUTHOR = {Yanwei Zhang and Vanja Dukic and James Guszcza},
    TITLE = {A Bayesian Nonlinear Model for Forecasting Insurance Loss Payments},
    JOURNAL = {Journal of the Royal Statistical Society, Series A},
    YEAR = 2012,
  volume = 	 {175},
  pages = 	 {637-656},
    } 